Since there is no strategy to win while gambling, unless you are playing poker against other players or sports betting, the best way to ''not lose'' is to play only with bonuses offered from the casinos. Almost all casinos and online gambling websites offer some sort of bonus, welcome bonus, referral rewards, etc. The catch is that you will have to wager that amount many times in order to be able to withdraw, however if you only play using bonuses you will eventually hit a big win.